-35.4%
TLT vs PNC
+51.4%
-86.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -1.6% | -0.6% | -1.1% | -1.6% |
| 30D | -1.1% | -4.4% | +3.3% | -1.1% |
| 3M | -4.9% | +5.2% | -10.1% | -4.8% |
| 6M | -5.0% | +20.6% | -25.7% | -4.9% |
| YTD | -4.4% | +19.8% | -24.1% | -4.3% |
| 1Y | -6.4% | +24.4% | -30.8% | -6.3% |
| 3Y | -2.0% | +131.2% | -133.2% | -0.8% |
| All | -35.4% | +51.4% | -86.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling